+132.4%
IBM vs XLP
+101.8%
+30.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | -0.3% | -1.0% | +0.7% | +0.5% |
| 30D | +0.3% | -0.9% | +1.2% | +0.9% |
| 3M | -21.6% | +3.8% | -25.4% | -23.7% |
| 6M | -4.7% | -1.7% | -3.0% | -3.8% |
| YTD | -19.1% | +10.3% | -29.3% | -26.5% |
| 1Y | -2.5% | +7.8% | -10.3% | -9.9% |
| 3Y | +74.2% | +27.2% | +47.0% | +38.3% |
| 5Y | +113.1% | +32.5% | +80.6% | +61.0% |
| All | +132.4% | +101.8% | +30.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling